Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195143.2618 | 248231.0085 | -53087.7467 | -69947.1829 | 153767.0814 | -223714.2643 |
Total P&L (%) | 195.1433 | 248.231 | -53.0877 | -69.9472 | 153.7671 | -223.7143 |
Avg Daily Profit (%) | 0.1382 | 0.1758 | -0.0376 | -0.0851 | 0.066 | 0 |
Buy And Hold Return (%) | 22.1912 | 22.1912 | 22.1912 | 22.1912 | 22.1912 | 22.1912 |
Max Trade Drawdown | -164209 | -68937 | -168585 | -267572 | -90941 | -333863 |
Profit Factor | 1.0785 | 1.2199 | 0.9609 | 0.9744 | 1.1225 | 0.8485 |
Total Trades | 1026 | 513 | 513 | 1026 | 513 | 513 |
Winning Trades | 569 | 283 | 286 | 569 | 283 | 286 |
Losing Trades | 457 | 230 | 227 | 457 | 230 | 227 |
Profitability (%) | 55.4581 | 55.1657 | 55.7505 | 55.4581 | 55.1657 | 55.7505 |
Ratio Avg Win / Avg Loss | 0.8662 | 0.9914 | 0.7627 | 0.7826 | 0.9123 | 0.6735 |
Largest Winning Trade | 41761 | 41761 | 31064 | 27613 | 26685 | 27613 |
Largest Losing Trade | -57986 | -39246 | -57986 | -87550 | -87550 | -84292 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 5610 | 2752 | 2858 | 5610 | 2752 | 2858 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137710 | 302923 | -577629 | -574075 | -189269 | -577629 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758816097178, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.29184, "nb": 0.74506, "nc": 0.96778 } }, "second_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 195143.2617713077, 248231.0084799739, -53087.746708666, -69947.1829055577, 153767.0813862374, -223714.2642917952 ], [ 195.143262, 248.231008, -53.087747, -69.947183, 153.767081, -223.714264 ], [ 0.138203, 0.175801, -0.037598, -0.085106, 0.065974, 0 ], [ 22.191179, 22.191179, 22.191179, 22.191179, 22.191179, 22.191179 ], [ -164209, -68937, -168585, -267572, -90941, -333863 ], [ 1.07847, 1.219908, 0.960909, 0.9744, 1.122491, 0.848532 ], [ 1026, 513, 513, 1026, 513, 513 ], [ 569, 283, 286, 569, 283, 286 ], [ 457, 230, 227, 457, 230, 227 ], [ 55.45809, 55.165692, 55.750487, 55.45809, 55.165692, 55.750487 ], [ 0.866188, 0.991445, 0.762679, 0.782602, 0.912272, 0.673485 ], [ 41761, 41761, 31064, 27613, 26685, 27613 ], [ -57986, -39246, -57986, -87550, -87550, -84292 ], [ 5, 5, 5, 5, 5, 5 ], [ 4, 4, 4, 4, 4, 4 ], [ 6, 6, 7, 6, 6, 7 ], [ 5610, 2752, 2858, 5610, 2752, 2858 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137710, 302923, -577629, -574075, -189269, -577629 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758816097178, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.29184, "nb": 0.74506, "nc": 0.96778 } }, "second_band": { "type": "dema", "factors": { "length": 34, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|